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<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Ton and all</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>As always Ton : thanks.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Do you (or all) also have an excel code for the
ATR-formula ?</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Thx.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Theo Lockefeer.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2></FONT> </DIV>
<BLOCKQUOTE dir=ltr
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
A.J. Maas
</DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=metastock@xxxxxxxxxxxxx
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Friday, August 25, 2000 12:57
AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: Moving Average from an
indicator</DIV>
<DIV><BR></DIV>
<DIV><FONT size=2>or in a custom formula change the OHLC price to that value
you wish it to count on.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>For example:</FONT></DIV>
<DIV><FONT size=2>ATR(1);</DIV></FONT>
<DIV><FONT size=2>Mov(ATR,12,S)</FONT></DIV>
<DIV><FONT size=2>will plot both the ATR based on an one-day C and the
SMA based on a 12-day ATR,</FONT></DIV>
<DIV><FONT size=2>all in the one(1) Inner Window.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>You can also opt to create a customised ATR (see below)
</FONT><FONT size=2>and alter the underlay(s).</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV>Regards,<BR>Ton Maas<BR><A
href="mailto:ms-irb@xxxxxxxxxxxxxxxx";>ms-irb@xxxxxxxxxxxxxxxx</A><BR>Dismiss
the ".nospam" bit (including the dot) when replying.<BR>Homepage <A
href="http://home.planet.nl/~anthmaas";>http://home.planet.nl/~anthmaas</A></DIV>
<DIV> </DIV>
<DIV>Below is from a previous mailing a few years
ago.............<BR><BR>=======================================================<BR>Average
True Range - Welles Wilder (for MetaStock
v6.5)<BR>-------------------------------------------------------<BR>Written by
Ton Maas-981225-Amsterdam-the
Netherlands<BR>-------------------------------------------------------<BR><BR>The
True range is the greatest of the following differences:<BR><BR>a) Today's
high to today's low<BR>b) Today's high to yesterday's close<BR>c) Today's low
to yesterday's close<BR><BR>The range is normally the "high - low". However,
any time<BR>the value of yesterday's close is not within the range
of<BR>today's bar, rule b) or rule c) applies.<BR><BR>As with most other
indicators, the periodic value is summed<BR>and smoothed to create the final
indicator.<BR><BR>The Average True range is a 1-day Moving Average of the True
range.<BR><BR>In Metastock(v6.5):<BR>-Open the Indicator Builder<BR>-Press
New<BR>-This will open the IB's Editor and display a new blanc formula
layout<BR>-In the "Name"-field type(or Copy+Paste) the name below<BR>-In the
"Formula"-field type(or Copy+Paste) the formula below<BR><BR>Note:<BR>The ATR
indicator is standard build-in MetaStock(v6.x) and can be used<BR>by typing
ATR("periods") as its Syntax in the Formula field.<BR><BR>Example: ATR(20) (=a
20-day True range average)<BR>
Mov(ATR(1),20,S) (=a 20-day Moving Average of True range average)<BR><BR>The
pre-defined ATR-indicator is prefered over the below printed formula,<BR>as
this will require the needed calculation time.<BR><BR>Name:<BR>Average True
Range - Welles
Wilder<BR><BR>Formula:<BR>TR1:=Abs(H-L);<BR>TR2:=Abs(Ref(C,-1)-H);<BR>TR3:=Abs(Ref(C,-1)-L);<BR>MX1:=Max(TR1,TR2);<BR>MX2:=Max(TR1,TR3);<BR>MX3:=Max(TR2,TR3);<BR>MXTRS:=If(MX1>MX2,<BR>
If(MX1>MX3,MX1,<BR>
If(MX2>MX3,MX2,MX3)),MX2);<BR>WATR:=Mov(MXTRS,1,S);<BR>WATR<BR><BR>=======================================================<BR>Wilder's
Volatility
{ from www.equis.com }<BR><BR><BR>rev.
01/06/97<BR><BR>In his book New Concepts in Technical Trading Systems, J.
Welles Wilder Jr.<BR>talks about volatility and describes his Volatility Index
and Volatility<BR>System. Both of these can be performed in MetaStockT for
Windows version<BR>6.0. This document describes how to construct both the
index and the<BR>system.<BR><BR>The Volatility Index (VI) is described by
Wilder as:<BR><BR>VI Today = (13 * VI Prev + TR1) / 14 *where TR1 is today's
true range.<BR><BR>He defines the true range as the greatest of the
following:<BR><BR> 1. The distance from today's high to today's
low<BR> 2. The distance from yesterday's close to today's high,
or<BR> 3. The distance from yesterday's close to today's low.<BR><BR>In
MetaStock version 6.0 or higher you would use the Prev function and a<BR>one
period Average True Range to construct the Volatility Index. The
custom<BR>formula is written as:<BR><BR>VI Today = (13 * Prev + ATR(1)) /
14<BR><BR>=======================================================</DIV>
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<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Gerard Heuby </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=metastock@xxxxxxxxxxxxx
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> donderdag 24 augustus 2000
18:00</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: Moving Average from an
indicator</DIV>
<DIV><BR></DIV>
<DIV><FONT size=2>Ton,</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Try to drag Mov indicator onto your custom indicator, its
color must change to pink when you point your mouse on it if
okay.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>For some indicators, it may not be possible to drag it
directly, so you may want to create another custom indicator, for example
:</FONT></DIV>
<DIV><FONT size=2>Mov(Fml("My custom indicator"),14,S) to plot a 14 periods
simple moving average of your indicator.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Gerard</FONT></DIV>
<DIV> </DIV>
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style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
T.E.M. Lockefeer </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=metastock@xxxxxxxxxxxxx
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Thursday, August 24, 2000 7:34
AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Moving Average from an
indicator</DIV>
<DIV><BR></DIV>
<DIV><FONT size=2> Ton & All,</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>I want to plot a Moving average from an custom
indicator </FONT></DIV>
<DIV><FONT size=2>(like ATR) but i get it f</FONT><FONT size=2>rom a
price field.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Is it possible to work around this ?</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Thx.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Theo L.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV> </DIV></BLOCKQUOTE></BLOCKQUOTE></BLOCKQUOTE></BODY></HTML>
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